Requirements

These requirements reflect the testing environment. It is possible that
arch will work with older versions.

Python (2.7, 3.4 - 3.6)

NumPy (1.10+)

SciPy (0.16+)

Pandas (0.16+)

statsmodels (0.6+)

matplotlib (1.5+)

Optional Requirements

Numba (0.24+) will be used if available and when installed using
the –no-binary option

IPython (4.0+) is required to run the notebooks

Installing

Cython (0.24+, if not using –no-binary)

py.test (For tests)

sphinx (to build docs)

guzzle_sphinx_theme (to build docs)

ipython (to build docs)

numpydoc (to build docs)

Note: Setup does not verify requirements. Please ensure these are
installed.

Linux/OSX

pip install git+https://github.com/bashtage/arch.git

Anaconda

Anaconda builds are not currently available for OSX.

conda install arch -c bashtage

Windows

Building extension using the community edition of Visual Studio is well
supported for Python 3.5+. Building extensions for 64-bit Windows for
use in Python 2.7 is also supported using Microsoft Visual C++ Compiler
for Python 2.7. Building on other combinations of Python/Windows is more
difficult and is not necessary when Numba is installed since
just-in-time compiled code (Numba) runs as fast as ahead-of-time
compiled extensions.

With a compiler

If you are comfortable compiling binaries on Windows:

pip install git+https://github.com/bashtage/arch.git

No Compiler

All binary code is backed by a pure Python implementation. Compiling can
be skipped using the flag --no-binary